-5.5%
ADSK vs WST
-13.7%
+8.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -14.5% | -1.7% | -12.9% | -14.4% |
| 30D | -19.3% | -4.3% | -15.0% | -19.0% |
| 3M | -7.8% | +0.7% | -8.5% | -7.9% |
| 6M | -20.8% | +36.0% | -56.8% | -23.0% |
| YTD | -30.2% | +22.7% | -52.9% | -31.7% |
| 1Y | -36.5% | +34.1% | -70.6% | -38.3% |
| All | -5.5% | -13.7% | +8.2% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling